-90.1%
MSTU vs CG
-26.5%
-63.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.3% | -8.6% | -6.1% |
| 7D | -23.0% | -1.5% | -21.5% | -21.7% |
| 30D | -47.7% | +5.7% | -53.4% | -52.2% |
| 3M | +12.5% | -17.9% | +30.4% | +58.6% |
| 6M | -76.1% | -20.2% | -55.9% | -63.8% |
| YTD | -75.5% | -32.0% | -43.5% | -48.0% |
| 1Y | -90.1% | -27.0% | -63.0% | -80.8% |
| All | -90.1% | -26.5% | -63.6% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling